Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138752.9927 | 62828.3311 | 75924.6616 | 229880.42 | 105594.3564 | 124286.0636 |
Total P&L (%) | 138.753 | 62.8283 | 75.9247 | 229.8804 | 105.5944 | 124.2861 |
Avg Daily Profit (%) | 0.5328 | 0.2413 | 0.2915 | 0.4594 | 0.2771 | 0.3107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13683 | -11243 | -15273 | -51413 | -41808 | -53768 |
Profit Factor | 1.8393 | 1.7008 | 2.0035 | 1.5133 | 1.4489 | 1.5847 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 47.9675 | 48.3871 | 47.541 | 47.9675 | 48.3871 | 47.541 |
Ratio Avg Win / Avg Loss | 1.9952 | 1.8141 | 2.2107 | 1.6416 | 1.5455 | 1.7486 |
Largest Winning Trade | 32325 | 23547 | 32325 | 37500 | 37500 | 30545 |
Largest Losing Trade | -7782 | -7782 | -7259 | -26292 | -24802 | -26292 |
Avg Bars in Trades | 198 | 228 | 168 | 198 | 228 | 168 |
Avg Bars in Winners | 239 | 257 | 220 | 239 | 257 | 220 |
Avg Bars in Losers | 160 | 200 | 121 | 160 | 200 | 121 |
Bars Traded | 24415 | 14141 | 10274 | 24415 | 14141 | 10274 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435457 | -145484 | -151821 | 377171 | -145817 | -152530 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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